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V-Lab

Inox Leisure Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inox Leisure Ltd SGARCH
paramt-stat
ω39.41834.34
α0.654831.41
β0.344716.54
γ10.53811.62
γ2-1.0093-1.99
γ30.80012.13
γ4-0.4770-1.59
γ50.17860.63
γ6-0.0511-0.15
γ70.48450.72
γ8-28.1661-3.23
γ997.99363.42
γ10-227.3327-6.01
Estimation Period:
Feb 24, 2006 to Aug 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts